One-Shot Strategic Classification Under Unknown Costs

Abstract

The goal of strategic classification is to learn decision rules which are robust to strategic input manipulation. Earlier works assume that these responses are known; while some recent works handle unknown responses, they exclusively study online settings with repeated model deployments. But there are many domains$\unicode{x2014}$particularly in public policy, a common motivating use case$\unicode{x2014}$where multiple deployments are infeasible, or where even one bad round is unacceptable. To address this gap, we initiate the formal study of one-shot strategic classification under unknown responses, which requires committing to a single classifier once. Focusing on uncertainty in the users' cost function, we begin by proving that for a broad class of costs, even a small mis-estimation of the true cost can entail trivial accuracy in the worst case. In light of this, we frame the task as a minimax problem, aiming to minimize worst-case risk over an uncertainty set of costs. We design efficient algorithms for both the full-batch and stochastic settings, which we prove converge (offline) to the minimax solution at the rate of $\tilde{\mathcal{O}}(T^{-\frac{1}{2}})$. Our analysis reveals important structure stemming from strategic responses, particularly the value of dual norm regularization with respect to the cost function.